Wavelet analysis of S&P 500, oil prices, and economic policy uncertainty

Yijun Shen; Zhengyi Lai; Zhengyang Zhao; Zheng Tao

doi:10.1117/12.2661322

3 February 2023 Wavelet analysis of S&P 500, oil prices, and economic policy uncertainty

Yijun Shen, Zhengyi Lai, Zhengyang Zhao, Zheng Tao

Proceedings Volume 12511, Third International Conference on Computer Vision and Data Mining (ICCVDM 2022); 125112Q (2023) https://doi.org/10.1117/12.2661322
Event: Third International Conference on Computer Vision and Data Mining (ICCVDM 2022), 2022, Hulun Buir, China

Abstract

We collect a total of 1830 data from January 2020 to June 2022 and use R for data processing and wavelet analysis. Moreover, we analyze the interactions between the COVID-19 pandemic, the Russian-Ukrainian war, crude oil price, the S&P 500 and economic policy uncertainty within a time-frequency frame work. As a result that the COVID-19 pandemic and the Russian-Ukrainian war has the extraordinary effects on the three indexes and the effect of the Russian- Ukrainian war on the crude oil price and US stock price higher than on the US economic uncertainty.

Citation Download Citation

Yijun Shen, Zhengyi Lai, Zhengyang Zhao, and Zheng Tao "Wavelet analysis of S&P 500, oil prices, and economic policy uncertainty", Proc. SPIE 12511, Third International Conference on Computer Vision and Data Mining (ICCVDM 2022), 125112Q (3 February 2023); https://doi.org/10.1117/12.2661322

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